prepare CMA-ES from the EDA example

edo/application/CMakeLists.txt

@@ -9,6 +9,6 @@ INCLUDE_DIRECTORIES(
 ADD_SUBDIRECTORY(common)
 ADD_SUBDIRECTORY(eda_sa)
 ADD_SUBDIRECTORY(eda)
-#ADD_SUBDIRECTORY(sa)
+ADD_SUBDIRECTORY(cmaes)
 
 ######################################################################################

edo/application/cmaes/CMakeLists.txt

@@ -0,0 +1,28 @@
+PROJECT(cma-es)
+
+FIND_PACKAGE(Boost 1.33.0)
+
+INCLUDE_DIRECTORIES(${CMAKE_CURRENT_SOURCE_DIR})
+
+INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS})
+LINK_DIRECTORIES(${Boost_LIBRARY_DIRS})
+
+SET(RESOURCES
+  ${PROJECT_NAME}.param
+  )
+
+FOREACH(file ${RESOURCES})
+  EXECUTE_PROCESS(
+    COMMAND ${CMAKE_COMMAND} -E copy_if_different
+    ${CMAKE_CURRENT_SOURCE_DIR}/${file}
+    ${EDO_BINARY_DIR}/${file}
+    )
+ENDFOREACH(file)
+
+FILE(GLOB SOURCES *.cpp)
+
+SET(EXECUTABLE_OUTPUT_PATH ${EDO_BINARY_DIR})
+
+ADD_EXECUTABLE(${PROJECT_NAME} ${SOURCES})
+TARGET_LINK_LIBRARIES(${PROJECT_NAME} edo edoutils ${EO_LIBRARIES} ${Boost_LIBRARIES})
+

edo/application/cmaes/main.cpp

@@ -0,0 +1,181 @@
+/*
+The Evolving Distribution Objects framework (EDO) is a template-based,
+ANSI-C++ evolutionary computation library which helps you to write your
+own estimation of distribution algorithms.
+
+This library is free software; you can redistribute it and/or
+modify it under the terms of the GNU Lesser General Public
+License as published by the Free Software Foundation; either
+version 2.1 of the License, or (at your option) any later version.
+
+This library is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+Lesser General Public License for more details.
+
+You should have received a copy of the GNU Lesser General Public
+License along with this library; if not, write to the Free Software
+Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
+
+Copyright (C) 2010 Thales group
+*/
+/*
+Authors:
+    Johann Dréo <johann.dreo@thalesgroup.com>
+    Caner Candan <caner.candan@thalesgroup.com>
+*/
+
+#include <eo>
+#include <mo>
+
+#include <eoEvalFuncCounterBounder.h>
+
+#include <do/make_pop.h>
+#include <do/make_run.h>
+#include <do/make_continue.h>
+#include <do/make_checkpoint.h>
+
+#include <edo>
+
+#include "Rosenbrock.h"
+#include "Sphere.h"
+
+
+typedef eoReal<eoMinimizingFitness> EOT;
+typedef edoNormalMulti< EOT > Distrib;
+
+
+int main(int ac, char** av)
+{
+    eoParser parser(ac, av);
+
+    // Letters used by the following declarations:
+    // a d i p t
+
+    std::string    section("Algorithm parameters");
+
+    eoState state;
+
+    // Instantiate all needed parameters for EDA algorithm
+    double selection_rate = parser.createParam((double)0.5, "selection_rate", "Selection Rate", 'R', section).value(); // R
+
+    eoSelect< EOT >* selector = new eoDetSelect< EOT >( selection_rate );
+    state.storeFunctor(selector);
+
+    edoEstimator< Distrib >* estimator =    new edoEstimatorNormalMulti< EOT >();
+    state.storeFunctor(estimator);
+
+    eoEvalFunc< EOT >* plainEval = new Rosenbrock< EOT >();
+    state.storeFunctor(plainEval);
+
+    unsigned long max_eval = parser.getORcreateParam((unsigned long)0, "maxEval", "Maximum number of evaluations (0 = none)", 'E', "Stopping criterion").value(); // E
+    eoEvalFuncCounterBounder< EOT > eval(*plainEval, max_eval);
+
+    eoRndGenerator< double >* gen = new eoUniformGenerator< double >(-5, 5);
+    state.storeFunctor(gen);
+
+    unsigned int dimension_size = parser.createParam((unsigned int)10, "dimension-size", "Dimension size", 'd', section).value(); // d
+
+    eoInitFixedLength< EOT >* init = new eoInitFixedLength< EOT >( dimension_size, *gen );
+    state.storeFunctor(init);
+
+
+    // (1) Population init and sampler
+    // Generation of population from do_make_pop (creates parameters, manages persistance and so on...)
+    // ... and creates the parameters: L P r S
+    // this first sampler creates a uniform distribution independently from our distribution (it does not use edoUniform).
+    eoPop< EOT >& pop = do_make_pop(parser, state, *init);
+
+    // (2) First evaluation before starting the research algorithm
+    apply(eval, pop);
+
+    // Prepare bounder class to set bounds of sampling.
+    // This is used by edoSampler.
+    edoBounder< EOT >* bounder = 
+        new edoBounderRng< EOT >( EOT(pop[0].size(), -5), EOT(pop[0].size(), 5), *gen); // FIXME do not use hard-coded bounds
+    state.storeFunctor(bounder);
+
+    // Prepare sampler class with a specific distribution
+    edoSampler< Distrib >* sampler = new edoSamplerNormalMulti< EOT >( *bounder );
+    state.storeFunctor(sampler);
+    
+    // stopping criteria
+    // ... and creates the parameter letters: C E g G s T
+    eoContinue< EOT >& eo_continue = do_make_continue(parser, state, eval);
+    
+    // population output
+    eoCheckPoint< EOT >& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue);
+    
+    // distribution output
+    edoDummyContinue< Distrib >* dummy_continue = new edoDummyContinue< Distrib >();
+    state.storeFunctor(dummy_continue);
+
+    edoCheckPoint< Distrib >* distribution_continue = new edoCheckPoint< Distrib >( *dummy_continue );
+    state.storeFunctor(distribution_continue);
+
+    // eoEPRemplacement causes the using of the current and previous
+    // sample for sampling.
+    eoReplacement< EOT >* replacor = new eoEPReplacement< EOT >(pop.size());
+    state.storeFunctor(replacor);
+    
+    // Some stuff to display helper when we are using -h option
+    if (parser.userNeedsHelp())
+    {
+        parser.printHelp(std::cout);
+        exit(1);
+    }
+
+    // Help + Verbose routines
+    make_verbose(parser);
+    make_help(parser);
+
+    // population output (after helper)
+    //
+    // FIXME: theses objects are instanciated there in order to avoid a folder
+    // removing as edoFileSnapshot does within ctor.
+    edoPopStat< EOT >* popStat = new edoPopStat<EOT>;
+    state.storeFunctor(popStat);
+    pop_continue.add(*popStat);
+
+    edoFileSnapshot* fileSnapshot = new edoFileSnapshot("EDA_ResPop");
+    state.storeFunctor(fileSnapshot);
+    fileSnapshot->add(*popStat);
+    pop_continue.add(*fileSnapshot);
+
+    // distribution output (after helper)
+    edoDistribStat< Distrib >* distrib_stat = new edoStatNormalMulti< EOT >();
+    state.storeFunctor(distrib_stat);
+
+    distribution_continue->add( *distrib_stat );
+
+    // eoMonitor* stdout_monitor = new eoStdoutMonitor();
+    // state.storeFunctor(stdout_monitor);
+    // stdout_monitor->add(*distrib_stat);
+    // distribution_continue->add( *stdout_monitor );
+
+    eoFileMonitor* file_monitor = new eoFileMonitor("eda_distribution_bounds.txt");
+    state.storeFunctor(file_monitor);
+    file_monitor->add(*distrib_stat);
+    distribution_continue->add( *file_monitor );
+
+    eoPopLoopEval<EOT> popEval( eval );
+
+    // EDA algorithm configuration
+    edoAlgo< Distrib >* algo = new edoEDA< Distrib >
+        (popEval, *selector, *estimator, *sampler, *replacor,
+         pop_continue, *distribution_continue );
+
+
+    // Beginning of the algorithm call
+    try {
+        do_run(*algo, pop);
+
+    } catch (eoEvalFuncCounterBounderException& e) {
+            eo::log << eo::warnings << "warning: " << e.what() << std::endl;
+
+    } catch (std::exception& e) {
+        eo::log << eo::errors << "error: " << e.what() << std::endl;
+        exit(EXIT_FAILURE);
+    }
+    return 0;
+}